Besides the files noted by BrianKA in the last post, you will
also have to backup all files in the mdbdata folder in the
Exchange folder to include the most recent changes to the
exchange server. This backup is accomplished most easily using
ntbackup built in to Win server 2003.

What are you using? Microsoft outlook? if so, follow the following steps: my
computer=C: drive=documents and settings=your user account=at this point you
need to show didden files through tools =folder options.
Then proceed with local settings=application data=microsoft=outlook. Inside
this outlook folder is where your mails(.pst files) are. Copy it.